Laszlo Korsos

Ph.D. Student

Econometrics & Statistics

University of Chicago

Booth School of Business

Short Résumé

Research Interests

• Financial Econometrics
• Bayesian Statistical & Econometric Methods
• Statistical and Computational Machine Learning

Education

• PhD in Econometrics & Statistics, University of Chicago Booth School of Business (expected June 2013)
• MBA, University of Chicago Booth School of Business (expected December 2012)
• MS in Computer Science, University of Chicago (June 2009)
• BS in Mathematics and Finance, Washington University in St. Louis (May 2008)
• Attended the United States Naval Academy in Annapolis, MD

Research Papers

• Analyzing Risky Choices: Q-Learning for Deal-No-Deal, with N. Polson. Applied Stochastic Models (forthcoming).

Professional Experience

• Citadel LLC (March 2011 - Current)
  • Teaching Assistant Consultant for Bayesian Inference, Intermediate Econometrics, Portfolio Management & Factor Modeling, Investments, and Statistics for Business courses
    
• Ketchum Trading LLC (June 2011 - October 2011)
  • Consultant in Statistical High Frequency Futures Trading
• Nuveen Investments LLC (June 2009 - December 2010)
  • Summer Quantitiative Analyst and continuing Consultant role in Quantitative Investment Management
• The Blackstone Group LP (June 2007 - August 2007)
  • Summer Analyst in Structured Products / Mergers & Acquisitions
• Sage Capital LLC (June 2006 - August 2006)
  • Summer Analyst in Private Equity
• The United States Navy (July 2003 - October 2005)
  • Midshipman 2/C at the US Naval Academy

Technical Skills

• Programming Languages: C, C++, Java, Python, MPI
• Software Platforms: Matlab, R, SQL, MS Excel, MS Access, EViews, Capital IQ, Bloomberg
• Operating Systems: UNIX, Linux, Windows, MacOS

Other Information

• CFA Society of Chicago
• University Club of Chicago
• Eagle Scout
• Interests:
  • Offshore Sailing, Snowboarding / Skiing, Lacrosse, Marathons & Half-Marathons, Alpine Mountaineering, Speed Solving Rubik's Cubes

Mountaineering and Other Adventures

Mount Kilimanjaro

19,341 ft (5,895 m)

Tanzania

Highest Mountain and Volcano in Africa

January 29, 2012

Mount Whitney

14,505 ft (4,421 m)

California, USA

Highest Mountain in the Contiguous United States

Planned (July 2012)

Half Dome

8,836 ft (2,693 m)

California, USA

Inspiration Behind 'The North Face' Logo

Planned (August 2012)

Mount Rainier

14,411 ft (4,392 m)

Washington, USA

Highest Volcano in the Contiguous United States

Planned (August 2012)

Aconcagua

22,841 ft (6,962 m)

Argentina

Highest Mountain in South America

Planned (December 2012)